I can't tell you about books or movies, but Audible will let you download multiple times. There is no limit that I know of. You are only allowed to burn a disc once, but don't let that bug you too much. If you screw up or later your disk is scratched and you need to reburn, just call customer service and they will reset it. You SHOULD be able to download to any device, but I'm currently having a problem downloading to my computer (no problems with any other devices). They are working on it (the option is grayed out).

Anyone know IF I can Burn the movies I Buy Off Amazon? I feel better IF I could!

I think you would need to remove the DRM to do that, I have never tried this so I have no direct knowledge if this is true or not. But I do know you can download backups onto a computer hard drive, which is what I do for my purchased movies/videos. Though I will say this, I have purchased some with gcs and coupons which makes the price zero, but I have never seen any of those disappear from my account, so far.